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GTEK vs. KROP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTEK vs. KROP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Future Tech Leaders Equity ETF (GTEK) and Global X AgTech & Food Innovation ETF (KROP). The values are adjusted to include any dividend payments, if applicable.

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GTEK vs. KROP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GTEK
Goldman Sachs Future Tech Leaders Equity ETF
4.62%23.68%15.94%33.58%-46.73%-3.14%
KROP
Global X AgTech & Food Innovation ETF
15.06%7.95%-8.74%-23.86%-27.23%-11.27%

Returns By Period

In the year-to-date period, GTEK achieves a 4.62% return, which is significantly lower than KROP's 15.06% return.


GTEK

1D
2.22%
1M
-3.91%
YTD
4.62%
6M
6.59%
1Y
39.29%
3Y*
20.43%
5Y*
10Y*

KROP

1D
0.91%
1M
-4.77%
YTD
15.06%
6M
15.34%
1Y
18.33%
3Y*
-5.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTEK vs. KROP - Expense Ratio Comparison

GTEK has a 0.75% expense ratio, which is higher than KROP's 0.50% expense ratio.


Return for Risk

GTEK vs. KROP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GTEK
GTEK Risk / Return Rank: 7777
Overall Rank
GTEK Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GTEK Sortino Ratio Rank: 7474
Sortino Ratio Rank
GTEK Omega Ratio Rank: 6969
Omega Ratio Rank
GTEK Calmar Ratio Rank: 8484
Calmar Ratio Rank
GTEK Martin Ratio Rank: 8484
Martin Ratio Rank

KROP
KROP Risk / Return Rank: 5151
Overall Rank
KROP Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
KROP Sortino Ratio Rank: 5050
Sortino Ratio Rank
KROP Omega Ratio Rank: 4848
Omega Ratio Rank
KROP Calmar Ratio Rank: 6666
Calmar Ratio Rank
KROP Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTEK vs. KROP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Tech Leaders Equity ETF (GTEK) and Global X AgTech & Food Innovation ETF (KROP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GTEKKROPDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.96

+0.42

Sortino ratio

Return per unit of downside risk

1.97

1.41

+0.56

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.07

Calmar ratio

Return relative to maximum drawdown

2.71

1.78

+0.93

Martin ratio

Return relative to average drawdown

10.40

4.21

+6.20

GTEK vs. KROP - Sharpe Ratio Comparison

The current GTEK Sharpe Ratio is 1.37, which is higher than the KROP Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of GTEK and KROP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GTEKKROPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.96

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

-0.60

+0.62

Correlation

The correlation between GTEK and KROP is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GTEK vs. KROP - Dividend Comparison

GTEK has not paid dividends to shareholders, while KROP's dividend yield for the trailing twelve months is around 2.37%.


TTM20252024202320222021
GTEK
Goldman Sachs Future Tech Leaders Equity ETF
0.00%0.00%0.00%0.26%0.03%0.00%
KROP
Global X AgTech & Food Innovation ETF
2.37%2.73%1.89%1.36%0.71%0.69%

Drawdowns

GTEK vs. KROP - Drawdown Comparison

The maximum GTEK drawdown since its inception was -53.77%, smaller than the maximum KROP drawdown of -61.96%. Use the drawdown chart below to compare losses from any high point for GTEK and KROP.


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Drawdown Indicators


GTEKKROPDifference

Max Drawdown

Largest peak-to-trough decline

-53.77%

-61.96%

+8.19%

Max Drawdown (1Y)

Largest decline over 1 year

-15.10%

-11.29%

-3.81%

Current Drawdown

Current decline from peak

-5.68%

-49.60%

+43.92%

Average Drawdown

Average peak-to-trough decline

-28.51%

-44.32%

+15.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

4.78%

-0.85%

Volatility

GTEK vs. KROP - Volatility Comparison

Goldman Sachs Future Tech Leaders Equity ETF (GTEK) has a higher volatility of 10.77% compared to Global X AgTech & Food Innovation ETF (KROP) at 5.19%. This indicates that GTEK's price experiences larger fluctuations and is considered to be riskier than KROP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTEKKROPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

5.19%

+5.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.95%

12.34%

+7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

28.78%

19.33%

+9.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.05%

22.43%

+5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.05%

22.43%

+5.62%